Higurashi When They Cry: Cotton Drifting Arc: Vol 2

At the Cotton Drifting festival, Shion persuades Keiichi to sneak into a sacred storehouse with Miyo Takano and Jirou Tomitake. If anyone found out what they did, all four of them are likely to be killed or sacrificed for Oyashiro-sama''s Curse. Takano and Tomitake are found dead that night, and he and Shion are worried that they will be made sacrifices, but instead Kiichirou Kimiyoshi and Rika disappear.
Keiichi dicover that Shion had actually been missing since the day after the festival, despite his having had several phone conversations with someone he thought was her since then. He figures it was Mion and confronts her with Rena. She confesses everything, agrees to show Keiichi and takes him to the Sonozaki family''s underground torture chamber, where she had kept Shion locked up, and chains him up to torture him in front of her. The police get there before she can kill him, but she runs away, warning Keiichi never to approach her again.